ICE Russell 2000 Mini Future September 2011

Trading Metrics calculated at close of trading on 27-Jun-2011

Day Change Summary
	Previous	Current
	24-Jun-2011	27-Jun-2011	Change	Change %	Previous Week
Open	800.7	791.6	-9.1	-1.1%	774.8
High	805.4	803.7	-1.7	-0.2%	807.1
Low	790.7	789.2	-1.5	-0.2%	770.7
Close	794.3	802.3	8.0	1.0%	794.3
Range	14.7	14.5	-0.2	-1.4%	36.4
ATR	14.7	14.7	0.0	-0.1%	0.0
Volume	116,051	145,270	29,219	25.2%	741,593

Daily Pivots for day following 27-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	842.0	836.5	810.3
R3	827.5	822.0	806.3
R2	813.0	813.0	805.0
R1	807.5	807.5	803.8	810.3
PP	798.5	798.5	798.5	799.8
S1	793.0	793.0	801.0	795.8
S2	784.0	784.0	799.8
S3	769.5	778.5	798.3
S4	755.0	764.0	794.3

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	900.0	883.5	814.3
R3	863.5	847.0	804.3
R2	827.0	827.0	801.0
R1	810.8	810.8	797.8	819.0
PP	790.8	790.8	790.8	794.8
S1	774.3	774.3	791.0	782.5
S2	754.3	754.3	787.8
S3	718.0	738.0	784.3
S4	681.5	701.5	774.3

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	807.1	779.0	28.1	3.5%	16.8	2.1%	83%	False	False	153,741
10	807.1	768.4	38.7	4.8%	17.0	2.1%	88%	False	False	176,238
20	848.7	768.4	80.3	10.0%	15.8	2.0%	42%	False	False	115,846
40	852.3	768.4	83.9	10.5%	13.3	1.6%	40%	False	False	57,995

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	4.4
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	865.3
2.618	841.8
1.618	827.3
1.000	818.3
0.618	812.8
HIGH	803.8
0.618	798.3
0.500	796.5
0.382	794.8
LOW	789.3
0.618	780.3
1.000	774.8
1.618	765.8
2.618	751.3
4.250	727.5

Fisher Pivots for day following 27-Jun-2011
Pivot	1 day	3 day
R1	800.3	799.0
PP	798.5	795.5
S1	796.5	792.3

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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